A Simple Identification Proof for a Mixture of Two Univariate Normal Distributions
Published in: Journal of Classification, vol. 25, no. 1, June 2008, p. -123
Posted on RAND.org on January 01, 2008
A simple proof of the identification of a mixture of two univariate normal distributions is given. The proof is based on the equivalence of local identification with positive definiteness of the information matrix and the equivalence of the latter to a condition on the score vector that is easily checked for this model. Two extensions using the same line of proof are also given.